Credit derivatives: CDOs and structured credit products
The Third Edition of Credit Derivatives is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions.
Previous editions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format -- all chapters have been written by the author, Satyajit Das.
Key areas of new and enhanced coverage include:
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Credit Derivative Products l
Structured Credit Products
Credit Linked Notes
Collateralised Debt Obligations
Credit Derivatives Pricing and Valuation
Credit ModellingCredit Portfolio Management
Credit Derivative Applications
Credit Derivative Markets